+150.2%
MOS vs TYL
+12,593.6%
-12,443.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.8% |
| 7D | +9.5% | -3.7% | +13.2% | +9.9% |
| 30D | +10.4% | +18.7% | -8.3% | +8.5% |
| 3M | +12.9% | +18.1% | -5.3% | +10.7% |
| 6M | +1.2% | -1.1% | +2.4% | +0.8% |
| YTD | +9.3% | -19.8% | +29.1% | +10.8% |
| 1Y | -18.0% | -34.3% | +16.3% | -15.2% |
| 3Y | -29.0% | -8.2% | -20.8% | -29.4% |
| 5Y | -9.6% | -25.4% | +15.8% | -8.9% |
| 10Y | +6.1% | +115.6% | -109.5% | -3.8% |
| All | +150.2% | +12,593.6% | -12,443.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling